Apparently /var/lib/jenkins/workspace is bind mounted from /mnt/volume-neon-jenkins/workspace/
This is not configured in fstab and as such gets lost every reboot.
http://man7.org/linux/man-pages/man5/fstab.5.html
The bind mount from /mnt/volume-neon-jenkins/workspace/ to /var/lib/jenkins/workspace needs to be added to fstab